Access Statistics for Giampiero M. Gallo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets 0 0 6 59 0 4 21 155
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 2 2 9 29 3 3 28 133
A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets 2 7 44 59 2 11 79 119
A Model for Multivariate Non-negative Valued Processes in Financial Econometrics 3 9 46 86 4 12 65 115
A Multiple Indicators Model For Volatility Using Intra-Daily Data 2 4 29 253 7 12 85 581
A Multiple Indicators Model for Volatility Using Intra-Daily Data 0 5 29 456 10 22 83 932
A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models 1 4 16 206 3 8 50 701
A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 2 59 4 10 23 194
Analytic Hessian Matrices and the Computation of FIGARCH Estimates 0 2 10 333 0 7 42 829
Automated Variable Selection in Vector Multiplicative Error Models 0 2 18 18 2 5 25 25
Comparison of Volatility Measures: a Risk Management Perspective 6 11 73 184 12 35 230 415
Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets 1 1 8 73 2 3 19 298
Early News Is Good News. The Effects of Market Opening on Market Volatility 0 0 0 0 3 7 18 86
Ex Post and Ex Ante Analysis of Provisional Data 1 5 15 165 12 25 109 1,371
Exchange Market Pressure: Some Caveats In Empirical Applications 0 4 19 63 1 7 42 154
Export Stabilization and Optimal Currency Baskets: the Case of Latin American Countries 0 0 0 0 0 0 9 55
Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns 2 21 90 255 12 55 188 509
Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria 0 4 16 75 1 9 41 167
Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 1 3 34 3 6 24 164
GARCH-based Volatility Forecasts for Market Volatility Indices 2 7 33 705 4 14 67 1,634
How To Strip A Model To Its Essential Elements 0 0 0 0 0 3 14 438
Interest Rate Volatility Regimes and Exchange Rate Behavior in a Target Zone 1 1 1 1 2 2 3 3
Interest Rate Volatility Regimes and Exchange Rate Behavior in a Target Zone 0 0 2 189 0 2 10 645
Jumping in the Band: Undeclared Intervention Thresholds in a Target Zone 0 0 0 0 0 2 5 56
Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns 2 3 12 178 3 7 40 756
Modelling the Impact of Overnight Surprises on Intra-daily Volatility 0 1 6 96 0 2 10 244
On the Evolution of Credibility and Flexible Exchange Rate Target Zones 0 0 1 1 0 0 6 6
On the Evolution of Credibility and Flexible Exchange Rate Target Zones 0 0 1 61 0 1 11 370
On the Interaction between Ultra–high Frequency Measures of Volatility 0 2 9 51 0 4 17 80
Semiparametric vector MEM 2 7 31 31 5 13 36 36
The Impact of the Use of Forecasts in Information Sets 0 0 5 105 1 1 14 242
The Impact of the Use of Forecasts in Information Sets 1 1 1 1 2 3 4 4
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 1 14 48 1 3 31 121
Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 0 7 20 1 2 19 63
Vector Multiplicative Error Models: Representation and Inference 4 9 28 94 9 21 101 240
Vector Multiplicative Error Models: Representation and Inference 3 5 13 58 3 6 30 137
Vector Multiplicative Error Models: Representation and Inference 0 2 13 47 0 3 26 128
Volatility Estimation via Hidden Markov Models 5 13 62 911 9 28 130 1,857
Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria 6 10 37 128 7 13 88 197
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach 2 4 42 80 4 9 78 134
Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model 2 4 16 76 4 9 45 166
Volatility Transmission in Financial Markets: A New Approach 2 2 12 57 4 6 34 101
Total Working Papers 52 154 779 5,345 140 395 2,000 14,661

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets 0 0 0 1 1 2 3 18
A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) 0 0 1 9 1 2 6 54
A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS 1 2 8 43 2 5 16 130
A multiple indicators model for volatility using intra-daily data 0 4 20 114 2 9 40 243
Early News is Good News: The Effects of Market Opening on Market Volatility 0 0 0 0 0 0 0 0
Early News is Good News: The Effects of Market Opening on Market Volatility 0 1 7 36 0 5 27 148
Financial econometric analysis at ultra-high frequency: Data handling concerns 1 3 34 75 3 7 51 140
Forecast Error Decomposition in a Nonlinear Model with Provisional Data 0 1 1 1 1 3 6 6
Frontiers in Time Series Analysis: Introduction 1 2 7 43 1 3 20 111
How to Strip a Model to Its Essential Elements 0 0 0 0 0 4 30 424
Market interdependence and financial volatility transmission in East Asia 2 7 39 39 7 19 71 71
Mixture Processes for Financial Intradaily Durations 0 1 5 48 0 2 13 138
Mixture Processes for Financial Intradaily Durations 0 0 0 0 0 0 0 0
Modelling the Impact of Overnight Surprises on Intra-Daily Volatility 0 0 0 31 0 1 4 144
Simulation methods in econometrics: editors' introduction 0 0 0 0 2 3 15 299
The econometrics of macroeconomics, finance, and the interface 3 6 28 289 4 9 54 538
The effects of trading activity on market volatility 1 2 14 71 1 3 26 203
Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models 0 3 17 17 0 12 42 42
Time-Varying/Sign-Switching Risk Perception on Foreign Exchange Markets 0 0 1 16 0 1 8 187
Volatility estimation via hidden Markov models 2 3 8 86 2 5 17 198
Volatility spillovers, interdependence and comovements: A Markov Switching approach 2 3 24 30 5 9 43 56
Volatility transmission across markets: a Multichain Markov Switching model 0 4 15 44 0 10 34 104
Total Journal Articles 13 42 229 993 32 114 526 3,254
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Total Books 0 0 0 0 0 0 0 0
2 registered items for which data could not be found
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Statistics updated 2009-11-04